Modelling dependence in a ratemaking procedure with multivariate Poisson regression models
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References listed on IDEAS
- van Ophem, Hans, 1999. "A General Method To Estimate Correlated Discrete Random Variables," Econometric Theory, Cambridge University Press, vol. 15(02), pages 228-237, April.
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KeywordsMultivariate Poisson regression models; Zero-inflated models; Automobile insurance; MCMC inference; Gibbs sampling;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-10-30 (All new papers)
- NEP-ECM-2010-10-30 (Econometrics)
- NEP-IAS-2010-10-30 (Insurance Economics)
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